Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.90% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 89,135 | 89,135 | 177,495 CHF | 178,844 CHF | 99.90% | 99.90% |
19/11/2024 | 0.90% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 89,173 | 89,173 | 176,104 CHF | 177,452 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 88,886 | 88,886 | 182,832 CHF | 184,178 CHF | 99.90% | 99.90% |
15/11/2024 | 0.88% | 2.10 CHF | 2.11 CHF | 190,000 | 190,000 | 87,816 | 87,816 | 180,932 CHF | 182,267 CHF | 99.89% | 99.89% |
14/11/2024 | 1.51% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 65,682 | 65,682 | 136,396 CHF | 137,623 CHF | 96.40% | 96.40% |
13/11/2024 | 0.84% | 2.13 CHF | 2.14 CHF | 190,000 | 190,000 | 85,128 | 85,128 | 181,758 CHF | 183,047 CHF | 99.92% | 99.92% |
12/11/2024 | 0.83% | 2.14 CHF | 2.15 CHF | 190,000 | 190,000 | 84,500 | 84,500 | 181,632 CHF | 182,909 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 2.12 CHF | 2.13 CHF | 190,000 | 190,000 | 85,231 | 85,231 | 183,021 CHF | 184,315 CHF | 99.83% | 99.83% |
08/11/2024 | 0.87% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 88,746 | 88,746 | 183,485 CHF | 184,826 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 89,157 | 89,157 | 183,404 CHF | 184,753 CHF | 100.00% | 100.00% |